Frances Pigot was one of five daughters of Sir Richard Wrottesley of Cadsall, Staffordshire. She was born in Cadsall in 1743. Sir Richard was the Chaplain in Ordinary to George III and bacame Dean of Worcester. One of her sisters, Elizabeth in 1758 , married Augustus Fitzroy, Duke of Grafton who at the time was Prime Minister.
In 1768 she married Admiral Hugh Pigot of Wynchwood Forest, Oxfordshire and Patshull, Staffordshire. She soon gave birth in 1769 to a boy, also called Hugh in Patshull. However, in 1797 she learnt of his murder whilst he was Captain of HMS Hermione. He was stabbed to death in his cabin by mutineers.
In 1782 her husband was appointed Commander in Chief of the West Indies. Throughout 1783 he was First Naval Lord, then retired. He died in 1792.